QR Trade Capture offers state-of-the-art fully integrated Front, Middle and Back office trading functionalities. The system is web based, highly flexible and can be rapidly configured to meet the needs of any client in ever changing capital, banking, financial, energy and commodity markets.

Asset managers and traders across multiple desks: financial, energy or power markets, in mature or emerging markets, have complex and dynamic requirements. What they need is a trading and risk system that can adapt itself to their needs and grow with their business challenges.

Trading is combined with powerful analytics tools to model and forecast markets.

Front Office wizard driven tools allow users to:

• Create and maintain trading temples for any custom deal types across all asset classes, including transaction management, trading rules and the generation of various interlinked memos and confirmation notes.
• Create pricing tools for complex physical energy and commodity transactions, as well as financial structured products. The valuation rules are nested trees of formulas on various input curves and fields with the goal to determine the deal price as the values for a user selected output field. Computations are done via a global Newton recursive algorithm.
• Cross link deal types to define classes of underlying hedges for given deal types. Manage dynamically a hedging program, with under/over and balanced hedged books.

Back Office wizard driven tools allow users to:

• Create and maintain the valuation formula for each deal type via cash flow mapping by simply typing into user friendly templates. Different valuation formulas can be provided for the past (settlement) and for the future (MTM, and cash flow).
• Configure the income statement display of each settlement ledger by regrouping rows, adding subtotals, importing other valuation curves, etc to match your financial reporting requirements.
• Create custom report s by selecting various settlement rows of a given deal type, adding subtotal and various columns to a report, such as deal ID, counterparty, company, etc. A report can thus be created within minutes.

We offer an integrated multidimensional settlement valuation and cash flow analysis.

• Settlement, MTM, Value and Cash Flow are not segregated in separate silos. Data flows as a continuous process through the system. Backward valuation for settlement and performance analysis is combined with forward looking projections and forecasts for value, cash flow, earnings, exposure, VaR, liquidity and capital adequacy requirements.
• To provide a more effective management of your business, you can manufacture many detailed financial ledgers and reports, organized by any portfolio layer, business units, desks, operations, etc. You can then add a risk valuation layer on top to derive a at Risk Values at any desired income statement level.
• For energy and electricity portfolios, we offer integrated financial and physical valuation perspectives. You can configure the system within minutes to handle physical books including retail electricity and gas books down to client's meter readings and encompassing all energy and market charges and fees.

• User friendly wizards help you create templates for any desired income statement ledger to configure the settlement outputs.
• Settlement & Reporting can be scheduled as automated end-of-day processes (by event or timer), per portfolio, asset class, business units, billing, invoicing, account management.
• Confirmation and business process memos are automatically generated & emailed at different deal life cycles.
• Back Office data export towards internal accounting systems.

• QR Analytics Server, is fully integrated to provide real-time data analysis, curve projections and Monte Carlo simulations of forward markets, to explore arbitrage opportunities, and hedge risk.
• QR Risk Server is fully integrated to offer real-time MTM, position and exposure, before deal validation.
• Pricing of physical / retail deals and structured products.

• Basel III and Dodd-Frank compliance.
• SOX and FASB compliance.
• Complete Audit Trail at any desired operational level, tracking the actions and the values changed (who, when, what actions, previous and changed values, etc.)
• Complete Security System per user group that limits areas of functionality, and types of actions.
• Automated Hedging System cross-linking deals across business objectives & asset classes, e.g. physical deals like electricity can be hedged by futures on fuel, fuels in turn can be hedged by FX, … and so on.

• Comprehensive and configurable contract management.
• Extensive deal blotter, deal copying and renaming, data export/entry facility using Excel for volume / price curves.
• Counterparty & Credit Management.
• Ability to define any book structure hierarchy or groupings, with the ability to automatically move trades between books if the structure changes.

• Physical / Retail / structured products can be mapped to complex indices involving any number of curves and mathematical operations on them, all configurable.
• Viewing tier is delivered in secure web pages and is independent of the rest. No preset dashboard or portfolio structure. Each user can make / modify their own dashboard on the fly.
• The data layer is independent from the trading logics. You can re-organize, merge / move the databases without affecting trading.

• Multiple asset classes: Fixed Income, FX, equity, indices, commodities, energy.
• Multiple currency valuation is implemented at deal and portfolio levels.
• Comprehensive portfolio management tool allows users to defined valuation rules and indicators per book or a combination of books: MTM, Value, Cash Flow, Liquidity, Exposure.
• Stress testing engine induces haircuts to various books, and/or shifts various market price curves, and re-lunches all valuations.
• Complete configurability to capture financial and physical energy or structured trades.
• For electricity, comprehensive retail book management down to end client's meter.